Thoughts on some of the absurdity of multi-currency analysis. - page 6
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According to the theory, money is a means of servicing the turnover of goods. This is the first and basic property of money. Everything else is derivative and invented properties. The amount of money is necessary, so that the circulation of goods and services works properly. The amount of money depends on the speed at which payments are made. Sometimes people go into cache and sit on it - subjectively there is less money, although there is actually more. At the beginning of the summer the US poured in trillions of dollars and the euro began to fall. Instead of inflation in dollars the world got deflation (except for Russia - but there are other reasons). So what are we discussing?
Так что мы обсуждаем?
The first post takes a swing at:
No point in currency indices, no point in cluster indicators.
The first post takes a swing at:
No point in currency indices, no point in cluster indicators.
I would like to add - no point in FAs.
Очень часто в своём комплексе AIASM вижу расхождение натуральной пары и синтетической от 2-х до 8-и баров в обе стороны. Даже на ТФ Н4.
Это в максмуме составляет 32 часа!!! Не говорю уж про М1...
После этого про отрицание мультивалютного анализа читать смешно.
You must be calculating something wrong. Synthetic differs minimally from the so-called real cross.
The updated synthetic chart is built by EXP_Monitoring-Synthetic Expert Advisor, and you can see there the history of spreads of the same synthetic and real pair. The dynamics of spreads coincides 100%.
The difference between the synthetic and real pair is minimal due to the arbitrage condition. In general this is confirmed by the statistical part of the Trade-Arbitrage EA.
По теории, деньги - это средство обслуживания товарооборота. Это первое и основное свойство денег. Все остальное производные и придуманные свойства. Количество денег нужно столько, чтобы товарооборот проходил нормально. Чтоы быть, количество денег зависит от скорости, с которой проходят платежи. Иногда люди уходят в кэш и сядят на нем - субъективно денег стало меньше, хотя их в действительности стало больше. В начале лета США влило триллионы долларов, а евро стал падать. Вместо инфляции в долларах мир получил дефляцию (кроме России - но здесь другие причины). Так что мы обсуждаем?
That you can trade on any pair you like. That it is strange to analyse other pairs in order to make a trade on your working pair. That to trade on several pairs at once - to have the same risks as on one, but only more difficulties.
It's strange that not everyone understands this on a forum like this.
You must be calculating something wrong. Synthetic differs minimally from the so-called real cross.
The updated synthetic chart is built by EXP_Monitoring-Synthetic Expert Advisor, and you can see there the history of spreads of the same synthetic and real pair. The dynamics of the spreads coincides 100%.
The difference between the synthetic and real pair is minimal due to the arbitrage condition. In general, this is confirmed by the statistical part of the Trade-Arbitrage Expert Advisor.
There is no correlation between currency pairs. Take the correlation of currency pairs and see that it is a variable, not a constant. I have never heard about it when discussing cross rates, well, except for the arguments of FA fans.
Нет никакой связи между валютными парами. Возьмите корреляцию валютных пар и увидите, что это величина переменная, а не постоянная. Ни разу не слышал об этом при обсуждении кросс курсов, ну кроме рассуждений любителей ФА.
The fact that EURGBP == EURUSD / GBPUSD is ALWAYS correct with a spread adjustment is 100%.
Above gave links to EAs that show this perfectly in practice.
У вас, видимо, что-то неправильно вычисляется. Синтетика от так называемого реального кросса отличается минимально.
Обновляемый график синтетики строит советник EXP_Monitoring-Synthetic, там же можете видеть историю спредов той же синтетики и реальной пары. Динамика изменения спредов совпадает на 100%.
Разница между синтетикой и реальной парой минимальна из-за условия арбитража. В общем случае это подтверждает статистическая часть советника Trade-Arbitrage.
In a general sense, wrong. The way I calculate, no one has figured it out yet. Apart from my companions.
I have dynamic weighting factors.
There is no correlation between currency pairs. Take the correlation of currency pairs and see that it is a variable, not a constant. I have never heard that in a cross rate discussion, except for the FA enthusiasts.
Who are you to talk about FA?
If you do not know what correlation is, then shut up.
There is EUR and GBP, they are correlated as Europe and England are closely tied economically so they go against other currencies, so the correlation between EUR/USD and GBP/USD would be >0, and an even better example is AUD and NZD, reasons are the same.
A less striking example is the USD, it is opposed to all world currencies, and very often if the USD falls/rises - it falls/rises against all currencies except the Yen.
And just like that, it is only explained by the FA method.
If your algorithms don't take noise into account, don't take information out of it about double-joints, and if you trade without leverage, then yes, in that case the crosses can be bluntly derived from the main pairs.
BUT! To calculate the small moves (and with a leverage of 1:100 you trade small moves) you need NONE of the crosses, because they ALWAYS have that kind of movement, which moves the major pairs.
For example, GBPJPY is not a cross in the usual sense of the word, but it is a direct pair in London, through which part of the main movement from the rich Japanese to the world markets of currencies, gold, credit and investments takes place.
So you have to be careful what you say here. If hundreds of banks are opening a bunch of correspondent accounts in crosses, trading in crosses, it means they see some benefit for themselves and the client. It's not like they are idiots.
To downgrade a cross to the level of a stock index at all is short-sighted. Especially since the stock indexes have performed better than the major funds in 10 years.
Bummer :)))))
Fix it quicker .... before anyone sees it.